scientific article
zbMath1361.60066MaRDI QIDQ2974530
Publication date: 10 April 2017
Full work available at URL: http://alea.impa.br/articles/v14/14-13.pdf
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stochastic differential equationrandom coefficientsstationarityLévy processautoregressive moving average processmultivariate generalized Ornstein-Uhlenbeck process
Processes with independent increments; Lévy processes (60G51) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Stochastic integrals (60H05)
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